This paper investigates if changes in network connectedness of European sovereign bond markets from 2005 to 2011 was an indicator of the subsequent financial crisis. The unified methodology proposed by Diebold and Yilmaz (2014) is used to overcome weaknesses in alternative methodologies to...

The attention-grabbing hypothesis has been offered as a behavioural explanation for post-event abnormal returns for FDA drug approval announcements for NYSE listed firms. We show that when event-day mis-specification is accounted for the market reaction is centred on the event-day and that the...

The impact of trades on price dynamics in the European sovereign debt markets is of significant importance to policy makers and market participants. This paper uses high-frequency quote and transaction data from the MTS European sovereign bond inter-dealer platform to investigate...

This paper investigates whether long-term contrarian performance on the UK market is driven by low-priced stocks. We find that contrarian performance at low, middle, low price levels is positive. On the Fama-French risk adjusted basis, we find both low-priced and middle-priced losers have...

India's trade with Eurasian countries has been improving steadily. India is aggressively addressing its troubles of accessibility and connectivity to the region, primarily through International North South Transport Corridor (INSTC). The present study has been undertaken to empirically examine...

Over the last decade, a significant concern in the energy market has been the decline in the USA's oil imports and fall in energy prices. In this context, we investigate the impact of the shale revolution in the USA on oil prices and examine its potential replicability in other shale-rich...

The objective of this study is to explore the impact of Silicon Valley Bank (SVB) failure on the major global asset classes. Apart from US T-Bills and the Gold, we do not find any significant response of other asset classes on the event day. More importantly, Gold seems to have acted as a safe...

Using an event study approach, we investigate the impact of FTX, BlockFi, and the Genesis collapses on the top ten cryptos in terms of market capitalization. Regarding the impact of the FTX collapse, the analysis of aggregate cryptocurrencies indicates negative abnormal returns leading to the...

There is a need to explore the moderating role of banks' efficiency in the relationship between corporate governance (CG) and default probability in Pakistan. Such attention is required due to poor bank governance, which threatens banks' stability. This empirical study's objective is to...

This paper presents a meticulous bibliometric analysis of forensic accounting research conducted between 1991 and 2021, employing Scopus and VOSviewer. With a dataset comprising 232 documents, the study aims to scrutinize existing literature, identify influential authors, and discern the...